+46.2%
EXC vs XPO
+271.9%
-225.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +1.2% | +2.7% | -1.5% | +1.1% |
| 30D | -2.7% | -6.2% | +3.5% | -2.5% |
| 3M | -1.0% | -15.4% | +14.4% | -0.4% |
| 6M | -9.3% | +0.7% | -10.0% | -9.5% |
| YTD | +3.6% | +39.8% | -36.2% | +1.6% |
| 1Y | +5.9% | +43.3% | -37.4% | +3.5% |
| 3Y | +21.3% | +166.0% | -144.8% | +10.5% |
| 5Y | +46.2% | +274.2% | -228.0% | +21.6% |
| All | +46.2% | +271.9% | -225.8% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling